For one, they seem to love roughhousing. Everyone has seen videos of squirrels being flung off of bird feeders by anti-squirrel devices, yet they love to come back for more. They'll go through great lengths just to get a single peanut, they're really daring too, but they're not stupid. My parents for a while constructed a squirrel obstacle course in their backyard and at first the squirrels are skeptical; they'll investigate, back off, come back and get a little closer, back off again until they get comfortable and then they figure it out. There's an unused dog-door at my parents' house and I suggested they extend part of their squirrel maze into their house through it. It was such a good idea they actually did it, and the squirrels did indeed come all the way into the house! They must have reasoned at some level that because those maze structures led to peanuts in the past that there could be a peanut inside the house where the maze lead. Of course this also lead birds like scrub jays observing the squirrels and entering the house as well!
For creatures that are relatively vulnerable to predators, they will relax out in the open in really cartoonish ways. It's humorous when they lie on the edge of a fence with their limbs dangling over both sides.
Periodically, my parents have to trim the pods off their palm trees which are quite tall now. Many of those peanuts the squirrels won from the obstacle course ended up at the top of those palms. It almost seems excessive given the amount of energy they seem to expend getting that food.